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26:29 Video length is 26:29.
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Using MATLAB for Macroeconomic Stress Testing

Central banks, regulatory bodies and financial organizations are adopting macro-prudential analysis to investigate and the effects of shocks on the economy and how this affects banks liquidity capital ratios in times of crisis.

Learn how MATLAB can be used to build an integrated and efficient risk management and stress testing platform.

Highlights include:

  • Downloading macro data from the Federal Reserve
  • Linking shocks in the economy to features of the yield curve and portfolio valuations
  • Applying central bank stress scenarios to your macroeconomic models
  • Developing and deploying a scalable stress testing framework

Recorded: 18 Oct 2016

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